AndrewKalotayAssociates::Common::Input::SpreadCurve Struct Reference

Spreads relative to a benchmark curve. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Attributes
int	sign
Array< Yield >	spreads

Detailed Description

Spreads relative to a benchmark curve.

Member Data Documentation

sign

int AndrewKalotayAssociates::Common::Input::SpreadCurve::sign

+1 if spreads should be added to benchmark yields and -1 if spreads should be subtracted from benchmark yields

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The documentation for this struct was generated from the following file:

• include/andrew_kalotay_associates/common/structs.h